I've got a link for a media file on the web that my application usually plays using a MediaPlayer. I want the user to be able to download the file and save it on his device.
How can I download the file and save it on a predefined folder on his device.
I'm actually asking for two things
1) How to download a file
2) How to save a file to the device's memory.

You've asked a very general question, so the best I can do is give you a general answer. To actually download the file itself, you'll probably want to use an HttpURLConnection. Make sure not to do this on the main thread UI thread as it will cause your app to freeze. You'll want to do it on separate thread using something like an AsyncTask. To actually have the user kick off the download, you'll probably want to put some sort of button in your UI that allows them to first select a folder and then once a folder is selected, you launch your AsycnTask. Android doesn't really have a builtin file manager, but you can could integrate with the OpenIntents file manager.